Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.190996 | 1.4671 | 0.073834 |
2 | -0.306562 | -2.3547 | 0.010941 |
3 | -0.202607 | -1.5563 | 0.062498 |
4 | -0.086513 | -0.6645 | 0.254474 |
5 | 0.19271 | 1.4802 | 0.072065 |
6 | 0.364931 | 2.8031 | 0.00342 |
7 | 0.196838 | 1.5119 | 0.067944 |
8 | -0.141923 | -1.0901 | 0.140044 |
9 | -0.311362 | -2.3916 | 0.00999 |
10 | -0.313159 | -2.4054 | 0.009654 |
11 | 0.202243 | 1.5535 | 0.062831 |
12 | 0.642853 | 4.9378 | 3e-06 |
13 | 0.012856 | 0.0987 | 0.460837 |
14 | -0.311445 | -2.3923 | 0.009975 |
15 | -0.222989 | -1.7128 | 0.045999 |
16 | -0.14382 | -1.1047 | 0.136886 |
17 | 0.076365 | 0.5866 | 0.279864 |
18 | 0.21384 | 1.6425 | 0.052899 |
19 | 0.139289 | 1.0699 | 0.144512 |
20 | -0.217271 | -1.6689 | 0.050219 |
21 | -0.315456 | -2.4231 | 0.009239 |
22 | -0.221886 | -1.7043 | 0.04679 |
23 | 0.15243 | 1.1708 | 0.123186 |
24 | 0.382795 | 2.9403 | 0.002338 |
25 | -0.044949 | -0.3453 | 0.365563 |
26 | -0.27967 | -2.1482 | 0.017908 |
27 | -0.169691 | -1.3034 | 0.098747 |
28 | -0.132514 | -1.0179 | 0.15645 |
29 | 0.033247 | 0.2554 | 0.399662 |
30 | 0.142999 | 1.0984 | 0.138247 |
31 | 0.111076 | 0.8532 | 0.198503 |
32 | -0.185609 | -1.4257 | 0.079614 |
33 | -0.198211 | -1.5225 | 0.066614 |
34 | -0.049865 | -0.383 | 0.351539 |
35 | 0.126016 | 0.968 | 0.16851 |
36 | 0.212867 | 1.6351 | 0.053681 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.190996 | 1.4671 | 0.073834 |
2 | -0.356029 | -2.7347 | 0.004116 |
3 | -0.065616 | -0.504 | 0.308066 |
4 | -0.155382 | -1.1935 | 0.118723 |
5 | 0.187925 | 1.4435 | 0.077088 |
6 | 0.247209 | 1.8989 | 0.031239 |
7 | 0.214952 | 1.6511 | 0.052019 |
8 | 0.001882 | 0.0145 | 0.494259 |
9 | -0.131743 | -1.0119 | 0.15785 |
10 | -0.359844 | -2.764 | 0.003803 |
11 | 0.119331 | 0.9166 | 0.181542 |
12 | 0.442761 | 3.4009 | 0.000605 |
13 | -0.19974 | -1.5342 | 0.065159 |
14 | -0.007314 | -0.0562 | 0.477695 |
15 | -0.07097 | -0.5451 | 0.293859 |
16 | -0.049523 | -0.3804 | 0.35251 |
17 | -0.142849 | -1.0972 | 0.138497 |
18 | -0.201203 | -1.5455 | 0.06379 |
19 | 0.014067 | 0.1081 | 0.457161 |
20 | -0.116017 | -0.8911 | 0.188237 |
21 | 0.119188 | 0.9155 | 0.181828 |
22 | 0.015773 | 0.1212 | 0.451989 |
23 | -0.048879 | -0.3754 | 0.354337 |
24 | -0.0348 | -0.2673 | 0.395083 |
25 | -0.02829 | -0.2173 | 0.414362 |
26 | -0.130304 | -1.0009 | 0.160486 |
27 | -0.002676 | -0.0206 | 0.491835 |
28 | -0.121174 | -0.9308 | 0.177886 |
29 | 0.009583 | 0.0736 | 0.470786 |
30 | -0.114489 | -0.8794 | 0.191375 |
31 | 0.040156 | 0.3084 | 0.379414 |
32 | -0.000872 | -0.0067 | 0.497338 |
33 | 0.081386 | 0.6251 | 0.267146 |
34 | 0.107517 | 0.8259 | 0.206107 |
35 | -0.064615 | -0.4963 | 0.310757 |
36 | -0.11552 | -0.8873 | 0.189254 |